Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 0,62% | 2,67 CHF | 2,68 CHF | 30 000 | 30 000 | 14 104 | 14 104 | 38 505 CHF | 38 715 CHF | 88,88% | 88,88% |
20/12/2024 | 1,03% | 2,69 CHF | 2,70 CHF | 30 000 | 30 000 | 14 231 | 14 231 | 27 791 CHF | 28 001 CHF | 86,95% | 86,95% |
19/12/2024 | 1,24% | 1,80 CHF | 1,81 CHF | 30 000 | 30 000 | 14 209 | 14 209 | 28 492 CHF | 28 768 CHF | 87,08% | 87,08% |
18/12/2024 | 0,67% | 2,76 CHF | 2,77 CHF | 30 000 | 30 000 | 14 186 | 14 186 | 38 510 CHF | 38 721 CHF | 84,96% | 84,96% |
17/12/2024 | 0,53% | 2,81 CHF | 2,82 CHF | 30 000 | 30 000 | 14 096 | 14 096 | 43 343 CHF | 43 553 CHF | 89,01% | 89,01% |
16/12/2024 | 0,66% | 3,17 CHF | 3,18 CHF | 30 000 | 30 000 | 15 438 | 15 438 | 41 985 CHF | 42 202 CHF | 69,15% | 69,15% |
13/12/2024 | 0,78% | 2,31 CHF | 2,32 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 33 229 CHF | 33 439 CHF | 89,75% | 89,75% |
12/12/2024 | 0,75% | 2,47 CHF | 2,48 CHF | 30 000 | 30 000 | 14 055 | 14 055 | 34 081 CHF | 34 291 CHF | 89,75% | 89,75% |
11/12/2024 | 1,01% | 2,14 CHF | 2,15 CHF | 30 000 | 30 000 | 14 701 | 14 701 | 28 388 CHF | 28 601 CHF | 78,96% | 78,96% |
10/12/2024 | 0,73% | 2,16 CHF | 2,17 CHF | 30 000 | 30 000 | 11 739 | 11 739 | 30 135 CHF | 30 331 CHF | 72,47% | 72,47% |